+154.7%
UMC vs A
+446.5%
-291.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +11.2% | -0.5% | +11.6% | +11.5% |
| 30D | -28.0% | 0.0% | -28.0% | -27.8% |
| 3M | -20.5% | +16.7% | -37.2% | -27.3% |
| 6M | -1.6% | +54.8% | -56.4% | -24.1% |
| YTD | +99.4% | +28.8% | +70.6% | +68.6% |
| 1Y | +120.4% | +19.3% | +101.1% | +93.8% |
| 3Y | +134.2% | +65.5% | +68.7% | +62.9% |
| 5Y | +78.8% | +12.1% | +66.8% | +51.8% |
| 10Y | +1,280.4% | +305.4% | +975.0% | +431.3% |
| All | +154.7% | +446.5% | -291.7% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling